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Abadir, Karim M.


 SSRN Author Rank: 20,610 by Downloads
 Professor of Financial Econometrics
 

Imperial College Business School


 South Kensington Campus
 Exhibition Road
 London SW7 2AZ, DC SW7 2AZ
 United Kingdom
 HOME PAGE: http://www3.imperial.ac.uk/portal/page?_pageid=61,629646&_dad=portallive&_schema=PORTALLIVE
 email address

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. Abadir, Karim M.'s Scholarly Papers Click on the title of any column to sort the table by that column.
Aggregate Statistics
Total
Downloads
1,032
Total
Citations
118
Authors Date Downloads
 (Rank)
Citations
ACTIONS:    Email Selected Abstracts    Export Selected Bibliographic Info    VIEW: Selected      Original List     All Versions       All Abstracts       Legend
1.  
Abadir, Karim M.
Imperial College Business School
Spierdijk, Laura
University of Groningen
Posted:
02 Nov 05
169
(87,721)
1

2.  
Abadir, Karim M.
Imperial College Business School
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
19 Oct 05
99
(135,928)
3

3.  
Abadir, Karim M.
Imperial College Business School
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
Posted:
26 Nov 97
67
(173,170)
2

4.  
Abadir, Karim M.
Imperial College Business School
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
22 Jan 12
Last Revised:
26 Feb 12
64
(177,472)
 

5.  
An Introduction to Hypergeometric Functions for Economists | Show Abstract | Download |
Econometric Reviews, Vol. 18, pp. 287-330, 1999
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Posted:
15 Jan 12
54
(193,208)
17

6.  
The Characteristic Function from a Family of Truncated Normal Distributions | Show Abstract | Download |
Econometric Theory, Vol. 18, p. 1276, 2002
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Magdalinos, Tassos
University of York
Posted:
15 Jan 12
52
(196,616)
 

7.  
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Zikes, Filip
Imperial College London
Posted:
09 Aug 11
Last Revised:
26 Feb 12
50
(200,121)
2

8.  
Abadir, Karim M.
Imperial College Business School
Posted:
15 Jan 12
Last Revised:
26 Feb 12
49
(201,895)
 

9.  
Abadir, Karim M.
Imperial College Business School
Cornea, Adriana
University of Exeter
Posted:
15 Oct 11
Last Revised:
21 Feb 13
38
(223,690)
 

10.  
Abadir, Karim M.
Imperial College Business School
Atanasova, Christina V.
Simon Fraser University
Posted:
25 Sep 12
29
(245,618)
 

11.  
Cointegration Theory, Equilibrium and Disequilibrium Economics | Show Abstract | Download |
Manchester School, Vol. 72, No. 1, pp. 60-71, January 2004
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Posted:
05 Apr 04
28
(248,492)
3

12.  
Depreciation Rates and Capital Stocks | Show Abstract | Download |
The Manchester School, Vol. 69, No. 1, pp. 42-51, January 2001
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
15 Jan 12
27
(251,488)
4

13.  
Abadir, Karim M.
Imperial College Business School
Caggiano, Giovanni
University of Padua
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
13 Jan 12
Last Revised:
26 Feb 12
26
(254,606)
5

14.  
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Giraitis, Liudas
University of York - Department of Mathematics and Economics
Koul, Hira
affiliation not provided to SSRN
Posted:
15 Jan 12
24
(261,051)
 

15.  
The Mean-Median-Mode Inequality: Counterexamples | Show Abstract | Download |
Econometric Theory, Vol. 21, p. 477, 2005
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Posted:
15 Jan 12
22
(267,871)
 

16.  
Is the Economic Crisis Over (and Out)? | Show Abstract | Download |
Review of Economic Analysis, Vol. 3, pp. 102-108, 2011
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Posted:
15 Jan 12
21
(271,320)
 

17.  
On the Definitions of (Co-) Integration | Show Abstract | Download |
Journal of Time Series Analysis, Vol. 20, pp. 129-137, 1999
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Taylor, A. M. Robert
University of Birmingham - Department of Economics
Posted:
15 Jan 12
20
(274,767)
6

18.  
The Joint Density of Two Functionals of a Brownian Motion | Show Abstract | Download |
Mathematical Methods of Statistics, Vol. 4, No. 4, pp. 449-462, Allerton Press Inc., 1995
Working Paper Series
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
Last Revised:
26 Feb 12
19
(278,339)
2

19.  
Notation in Econometrics: A Proposal for a Standard | Show Abstract | Download |
The Econometrics Journal, Vol. 5, pp. 76-90, 2002
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Magnus, J.R.
Tilburg University, CentER
Posted:
31 Dec 02
18
(281,848)
11

20.  
Density Functionals, with an Option-Pricing Application | Show Abstract | Download |
Econometric Theory, Vol. 19, p. 778, 2003
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Rockinger, Michael
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Posted:
15 Jan 12
16
(288,975)
7

21.  
Optimal Asymmetric Kernels | Show Abstract | Download |
Economics Letters, Vol. 83, No. 1, p. 61, April 2004
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Lawford, Steve
ENAC
Posted:
15 Jan 12
13
(299,697)
1

22.  
Abadir, Karim M.
Imperial College Business School
Larsson, Rolf
Stockholm University
Posted:
13 Jan 12
Last Revised:
27 Feb 12
12
(303,224)
 

23.  
Abadir, Karim M.
Imperial College Business School
Larsson, Rolf
Stockholm University
Posted:
15 Jan 12
11
(306,628)
2

24.  
Simple Robust Testing of Regression Hypotheses: A Comment | Show Abstract | Download |
Econometrica, Vol. 70, No. 5, p. 2097, September 2002
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Paruolo, Paolo
University of Insubria - Department of Economics
Posted:
15 Jan 12
11
(306,628)
 

25.  
Abadir, Karim M.
Imperial College Business School
Larsson, Rolf
Stockholm University
Posted:
15 Jan 12
11
(306,628)
 

26.  
Nonstationarity-Extended Local Whittle Estimation | Show Abstract | Download |
Journal of Econometrics, Vol. 141, No. 2, p. 1353, December 2007
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Giraitis, Liudas
University of York - Department of Mathematics and Economics
Posted:
14 Jan 12
11
(306,628)
7

27.  
Aggregation, Persistence and Volatility in a Macro Model | Show Abstract | Download |
Review of Economic Studies, Vol. 69, No. 4, pp. 749-779, October 2002
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
15 Jan 12
10
(309,918)
17

28.  
Autocovariance Functions of Series and of Their Transforms | Show Abstract | Download |
Journal of Econometrics, Vol. 124, No. 2, p. 227, 2005
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
15 Jan 12
9
(313,144)
4

29.  
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Giraitis, Liudas
University of York - Department of Mathematics and Economics
Posted:
14 Jan 12
9
(313,144)
 

30.  
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Giraitis, Liudas
University of York - Department of Mathematics and Economics
Posted:
14 Jan 12
9
(313,144)
 

31.  
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Giraitis, Liudas
University of York - Department of Mathematics and Economics
Posted:
14 Jan 12
8
(316,231)
2

32.  
Abadir, Karim M.
Imperial College Business School
Distaso, Walter
Imperial College Business School
Posted:
15 Jan 12
7
(319,197)
4

33.  
Abadir, Karim M.
Imperial College Business School
Lubrano, Michel
French National Center for Scientific Research (CNRS) - Ecole des Hautes Etudes en Sciences Sociales (EHESS)
Posted:
13 Jan 12
Last Revised:
26 Feb 12
7
(319,197)
 

34.  
The Influence of VAR Dimensions on Estimator Biases | Show Abstract | Download |
Econometrica, Vol. 67, No. 1, p. 163, January 1999
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Hadri, Kaddour
Queen's University Belfast
Tzavalis, Elias
Athens University of Economics and Business - Department of Economics
Posted:
15 Jan 12
6
(322,066)
13

35.  
Abadir, Karim M.
Imperial College Business School
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
Posted:
06 Jan 98
Last Revised:
15 Jan 12
3
(330,630)
 

36.  
Abadir, Karim M.
Imperial College Business School
Hadri, Kaddour
Durham Business School
Posted:
27 Sep 00
Last Revised:
15 Jan 12
2
(335,378)
5

37.  
A Comparison of Minimum MSE and Maximum Power for the Nearly Integrated Non-Gaussian Model | Show Abstract | Download |
Journal of Econometrics, Vol. 119, No. 1, p. 45, 2004
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Lucas, Andre
VU University Amsterdam - Faculty of Economics and Business
Posted:
15 Jan 12
1
(342,786)
 

38.  
Abadir, Karim M.
Imperial College Business School
Magnus, J.R.
Tilburg University, CentER
Posted:
19 Mar 12
 

39.  
Abadir, Karim M.
Imperial College Business School
Paruolo, Paolo
University of Insubria - Department of Economics
Posted:
19 Mar 12
 

40.  
Abadir, Karim M.
Imperial College Business School
Talmain, Gabriel
University of York (UK) - Department of Economics and Related Studies
Posted:
19 Mar 12
 

41.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

42.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

43.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

44.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

45.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

46.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

47.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

48.  
Abadir, Karim M.
Imperial College Business School
Posted:
22 Jan 12
 

49.  
The 'Devil's Horns' Problem of Inverting Confluent Characteristic Functions | Show Abstract |
Econometrica, Vol. 65, No. 5, September 1997
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Rockinger, Michael
University of Lausanne - School of Economics and Business Administration (HEC-Lausanne)
Posted:
15 Jan 12
 

50.  
Two Mixed Normal Densities from Cointegration Analysis | Show Abstract |
Econometrica, Vol. 65, No. 3, p. 671, 1997
Accepted Paper Series
Abadir, Karim M.
Imperial College Business School
Paruolo, Paolo
University of Insubria - Department of Economics
Posted:
15 Jan 12
 


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